Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (Q1921241)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 915142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 915142 |
Statements
Exact distribution of estimators of parameters in Ornstein-Uhlenbeck processes (English)
0 references
11 August 1996
0 references
Ornstein-Uhlenbeck processes
0 references
maximum-likelihood estimator
0 references
